+227.2%
DKS vs FHN
+81.8%
+145.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +6.3% | +2.1% | +4.2% | +5.4% |
| 30D | +9.3% | +3.8% | +5.5% | +7.8% |
| 3M | -25.3% | -8.9% | -16.3% | -22.1% |
| 6M | -29.2% | +1.8% | -31.0% | -29.6% |
| YTD | -22.7% | +0.6% | -23.3% | -23.0% |
| 1Y | -30.1% | +12.9% | -43.0% | -33.6% |
| 3Y | +45.6% | +126.4% | -80.7% | +1.9% |
| 5Y | +28.5% | +62.3% | -33.8% | -6.3% |
| All | +227.2% | +81.8% | +145.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling